TG57 - 1¾% Treasury Gilt 2057
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £48.689 | Carry: | £0.192 |
|---|---|---|---|---|
| mark-to-model | £48.728 | Rolldown: | £-0.007 | |
| End Dirty Price: | mark-to-market | £44.574 | Variation: | £-4.417 |
| mark-to-model | £44.503 | Unexplained: | £0.117 |